move contribution from ledger to ana
parent
2bc17fccf2
commit
a516cb84ad
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@ -0,0 +1,124 @@
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package ana
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import (
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"maps"
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"slices"
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"sort"
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"time"
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"gogs.inhome.blapointe.com/ana-ledger/ledger"
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)
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func RegisterWithContributionPrediction(reg ledger.Register, window time.Duration) (ledger.Register, error) {
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result := make(ledger.Register)
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result.PushAll(reg)
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for _, name := range result.Names() {
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err := registerWithContributionPredictionForName(result, window, name)
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if err != nil {
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return nil, err
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}
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}
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return result, nil
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}
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func registerWithContributionPredictionForName(reg ledger.Register, window time.Duration, name string) error {
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latest := make(ledger.Balance)
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for _, d := range reg.Dates() {
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if _, ok := reg[d][name]; ok {
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latest = reg[d][name]
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}
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}
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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if _, ok := reg[k]; !ok {
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reg[k] = make(ledger.Balances)
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}
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reg[k][name] = maps.Clone(latest)
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}
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for c := range latest {
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err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func registerWithContributionPredictionForNameForCurrency(reg ledger.Register, window time.Duration, name string, currency ledger.Currency) error {
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type contribution struct {
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t time.Time
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v float64
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}
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contributions := make([]contribution, 0)
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for d := range reg {
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t, err := dateToTime(d)
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if err != nil {
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return err
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}
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if time.Since(t) > time.Hour*24*180 || time.Now().Before(t) { // only include -6months..now
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continue
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}
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if v, ok := reg[d][name][currency]; ok && (len(contributions) == 0 || contributions[len(contributions)-1].v != v) {
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contributions = append(contributions, contribution{t: t, v: v})
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}
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}
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sort.Slice(contributions, func(i, j int) bool {
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return contributions[i].t.Before(contributions[j].t)
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})
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if len(contributions) < 5 {
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return nil
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}
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getMedianValueDelta := func(contributions []contribution) float64 {
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values := make([]float64, len(contributions))
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for i := 1; i < len(contributions); i++ {
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values[i] = contributions[i].v - contributions[i-1].v
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}
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slices.Sort(values)
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return values[len(values)/2]
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}
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getMedianLapse := func(contributions []contribution) time.Duration {
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lapses := make([]time.Duration, len(contributions)-1)
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for i := 1; i < len(contributions); i++ {
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lapses = append(lapses, contributions[i].t.Sub(contributions[i-1].t))
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}
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slices.Sort(lapses)
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return lapses[len(lapses)/2]
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}
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contributionsSlice := func(percent float64) []contribution {
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wouldBe := int(percent * float64(len(contributions)))
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if wouldBe == 0 {
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wouldBe = 2
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}
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return contributions[len(contributions)-1-wouldBe:]
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}
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eighth := contributionsSlice(7.0 / 8.0)
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quarter := contributionsSlice(3.0 / 4.0)
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half := contributionsSlice(1.0 / 2.0)
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medianValueDelta := func() float64 {
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medians := []float64{
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getMedianValueDelta(eighth),
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getMedianValueDelta(quarter),
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getMedianValueDelta(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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medianLapse := func() time.Duration {
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medians := []time.Duration{
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getMedianLapse(eighth),
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getMedianLapse(quarter),
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getMedianLapse(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse)
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reg[k][name][currency] += expectedDelta
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}
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return nil
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}
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@ -0,0 +1,53 @@
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package ana
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import (
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"testing"
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"time"
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"gogs.inhome.blapointe.com/ana-ledger/ledger"
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)
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func TestRegisterPrediction(t *testing.T) {
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t.Run("contribution", func(t *testing.T) {
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input := newTestRegister()
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got, err := RegisterWithContributionPrediction(input, time.Hour*24*365)
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if err != nil {
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t.Fatal(err)
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}
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t.Logf("%+v", got)
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if len(got) != len(input)+13 {
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t.Error(len(got))
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}
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for _, date := range got.Dates() {
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for _, name := range got.Names() {
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t.Logf("%s | %s = %+v", date, name, got[date][name])
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if ti, _ := dateToTime(date); ti.After(time.Now().Add(time.Hour*24*60)) && got[date][name]["XYZ"] == 0 {
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t.Error("predicting future contributions lost unmodified currency", got[date][name])
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}
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}
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}
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})
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}
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func newTestRegister() map[string]ledger.Balances {
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s := func(t time.Time) string {
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return t.Format("2006-01")
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}
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day := time.Hour * 24
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lastYear := time.Now().Add(-1 * day * time.Duration(time.Now().YearDay()))
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return map[string]ledger.Balances{
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s(lastYear.Add(day * 0)): ledger.Balances{"X": ledger.Balance{ledger.USD: 1}},
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s(lastYear.Add(day * 32)): ledger.Balances{"X": ledger.Balance{ledger.USD: 2}},
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s(lastYear.Add(day * 64)): ledger.Balances{"X": ledger.Balance{ledger.USD: 3}},
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s(lastYear.Add(day * 94)): ledger.Balances{"X": ledger.Balance{ledger.USD: 4}},
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s(lastYear.Add(day * 124)): ledger.Balances{"X": ledger.Balance{ledger.USD: 5}},
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s(lastYear.Add(day * 154)): ledger.Balances{"X": ledger.Balance{ledger.USD: 6}},
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s(lastYear.Add(day * 184)): ledger.Balances{"X": ledger.Balance{ledger.USD: 8}},
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s(lastYear.Add(day * 214)): ledger.Balances{"X": ledger.Balance{ledger.USD: 10}},
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s(lastYear.Add(day * 244)): ledger.Balances{"X": ledger.Balance{ledger.USD: 12}},
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s(lastYear.Add(day * 274)): ledger.Balances{"X": ledger.Balance{ledger.USD: 16, "XYZ": 1}},
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}
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}
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@ -1,6 +1,9 @@
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package ana
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package ana
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import "time"
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import (
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"fmt"
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"time"
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)
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func predictionTimes(window time.Duration) []time.Time {
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func predictionTimes(window time.Duration) []time.Time {
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result := []time.Time{}
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result := []time.Time{}
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@ -11,3 +14,23 @@ func predictionTimes(window time.Duration) []time.Time {
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}
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}
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return result
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return result
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}
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}
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func mustDateToTime(s string) time.Time {
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result, err := dateToTime(s)
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if err != nil {
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panic(err)
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}
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return result
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}
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func dateToTime(s string) (time.Time, error) {
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for _, layout := range []string{
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"2006-01-02",
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"2006-01",
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} {
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if t, err := time.ParseInLocation(layout, s, time.Local); err == nil {
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return t, err
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}
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}
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return time.Time{}, fmt.Errorf("no layout matching %q", s)
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}
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@ -5,125 +5,9 @@ import (
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"maps"
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"maps"
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"math"
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"math"
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"regexp"
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"regexp"
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"slices"
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"sort"
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"time"
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"time"
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)
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)
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func RegisterWithContributionPrediction(reg Register, window time.Duration) (Register, error) {
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result := make(Register)
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result.PushAll(reg)
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for _, name := range result.Names() {
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err := registerWithContributionPredictionForName(result, window, name)
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if err != nil {
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return nil, err
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}
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}
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return result, nil
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}
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func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error {
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latest := make(Balance)
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for _, d := range reg.Dates() {
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if _, ok := reg[d][name]; ok {
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latest = reg[d][name]
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}
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}
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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if _, ok := reg[k]; !ok {
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reg[k] = make(Balances)
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}
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reg[k][name] = maps.Clone(latest)
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}
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for c := range latest {
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err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func registerWithContributionPredictionForNameForCurrency(reg Register, window time.Duration, name string, currency Currency) error {
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type contribution struct {
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t time.Time
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v float64
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}
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contributions := make([]contribution, 0)
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for d := range reg {
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t, err := dateToTime(d)
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if err != nil {
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return err
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}
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if time.Since(t) > time.Hour*24*180 || time.Now().Before(t) { // only include -6months..now
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continue
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}
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if v, ok := reg[d][name][currency]; ok && (len(contributions) == 0 || contributions[len(contributions)-1].v != v) {
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contributions = append(contributions, contribution{t: t, v: v})
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}
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}
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sort.Slice(contributions, func(i, j int) bool {
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return contributions[i].t.Before(contributions[j].t)
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})
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if len(contributions) < 5 {
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return nil
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}
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getMedianValueDelta := func(contributions []contribution) float64 {
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values := make([]float64, len(contributions))
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for i := 1; i < len(contributions); i++ {
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values[i] = contributions[i].v - contributions[i-1].v
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}
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slices.Sort(values)
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return values[len(values)/2]
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}
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getMedianLapse := func(contributions []contribution) time.Duration {
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lapses := make([]time.Duration, len(contributions)-1)
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for i := 1; i < len(contributions); i++ {
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lapses = append(lapses, contributions[i].t.Sub(contributions[i-1].t))
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}
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slices.Sort(lapses)
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return lapses[len(lapses)/2]
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}
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contributionsSlice := func(percent float64) []contribution {
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wouldBe := int(percent * float64(len(contributions)))
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if wouldBe == 0 {
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wouldBe = 2
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}
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return contributions[len(contributions)-1-wouldBe:]
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}
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eighth := contributionsSlice(7.0 / 8.0)
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quarter := contributionsSlice(3.0 / 4.0)
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half := contributionsSlice(1.0 / 2.0)
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medianValueDelta := func() float64 {
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medians := []float64{
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getMedianValueDelta(eighth),
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getMedianValueDelta(quarter),
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getMedianValueDelta(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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medianLapse := func() time.Duration {
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medians := []time.Duration{
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getMedianLapse(eighth),
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getMedianLapse(quarter),
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getMedianLapse(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse)
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reg[k][name][currency] += expectedDelta
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}
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return nil
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}
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func RegisterWithCompoundingInterestPrediction(reg Register, window time.Duration, pattern string, apy float64) (Register, error) {
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func RegisterWithCompoundingInterestPrediction(reg Register, window time.Duration, pattern string, apy float64) (Register, error) {
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lastBalances := make(Balances)
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lastBalances := make(Balances)
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p := regexp.MustCompile(pattern)
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p := regexp.MustCompile(pattern)
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@ -6,29 +6,6 @@ import (
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)
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)
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func TestRegisterPrediction(t *testing.T) {
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func TestRegisterPrediction(t *testing.T) {
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t.Run("contribution", func(t *testing.T) {
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input := newTestRegister()
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got, err := RegisterWithContributionPrediction(input, time.Hour*24*365)
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if err != nil {
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t.Fatal(err)
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}
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t.Logf("%+v", got)
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if len(got) != len(input)+13 {
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t.Error(len(got))
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}
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for _, date := range got.Dates() {
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for _, name := range got.Names() {
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t.Logf("%s | %s = %+v", date, name, got[date][name])
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if ti, _ := dateToTime(date); ti.After(time.Now().Add(time.Hour*24*60)) && got[date][name]["XYZ"] == 0 {
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t.Error("predicting future contributions lost unmodified currency", got[date][name])
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}
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}
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}
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})
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t.Run("compounding interest", func(t *testing.T) {
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t.Run("compounding interest", func(t *testing.T) {
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input := newTestRegister()
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input := newTestRegister()
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Loading…
Reference in New Issue